+62.5%
BLK vs ALHC
-33.8%
+96.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -3.3% | -6.9% | +3.6% | -2.8% |
| 30D | -6.5% | -6.7% | +0.2% | -6.1% |
| 3M | +6.7% | -37.7% | +44.4% | +10.1% |
| 6M | +14.7% | -30.0% | +44.7% | +16.5% |
| YTD | +2.5% | -36.2% | +38.7% | +4.8% |
| 1Y | -2.8% | -22.9% | +20.1% | -2.2% |
| 3Y | +65.9% | +138.4% | -72.5% | +46.1% |
| 5Y | +33.0% | -32.8% | +65.8% | +25.3% |
| All | +62.5% | -33.8% | +96.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling